HessLongPH <-
function (X, Xtime, Xtime2, ew) {
H1 <- - XtX / sigma^2
H2 <- matrix(0, ncx, ncx)
index <- which(lower.tri(H2, TRUE), arr.ind = TRUE)
nn <- nrow(index)
h <- numeric(nn)
for (i in 1:nn) {
i1 <- index[i, 1]
i2 <- index[i, 2]
pp <- rowsum(lambda0. * (alpha^2 * Xtime2[, i1] * Xtime2[, i2]) * ew, indT)
h[i] <- - sum((pp * p.byt.) %*% wGH)
}
H2[lower.tri(H2, TRUE)] <- h
H2 <- H2 + t(H2)
diag(H2) <- diag(H2) / 2
-(H1 + H2)
}
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